Videos

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Rudiments of Optimal Transport and Mean Field Games I Thumbnail

Rudiments of Optimal Transport and Mean Field Games I

Presenter
  • Wilfrid Gangbo
June 18, 2018
IPAM
The ∂-Problem In The Twenty-First Century: 06/15/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/15/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 15, 2018
SLMath
The ∂-Problem In The Twenty-First Century: 06/15/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/15/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 15, 2018
SLMath
On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate Thumbnail

On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate

Presenter
  • Hong-Ming Yin
June 15, 2018
IMA
Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models Thumbnail

Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

Presenter
  • Duy Nguyen
June 15, 2018
IMA
Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models Thumbnail

Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

Presenter
  • Ruihua Liu
June 15, 2018
IMA
Valuing Equity-Linked Insurance Products Thumbnail

Valuing Equity-Linked Insurance Products

Presenter
  • Hailiang Yang
June 14, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 14, 2018
SLMath
Derivatives Pricing in Nonlinear Models Thumbnail

Derivatives Pricing in Nonlinear Models

Presenter
  • Tom Bielecki
June 14, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 14, 2018
SLMath
Nonlinear Valuation in Theory and Practice Thumbnail

Nonlinear Valuation in Theory and Practice

Presenter
  • Dilip Madan
June 14, 2018
IMA
Large tournament games Thumbnail

Large tournament games

Presenter
  • Jaksa Cvitanic
June 13, 2018
IMA